Access Statistics for Venus Khim-Sen Liew

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Non-parametric Bootstrap Simulation Study in ESTAR (1) Model 0 1 5 304 2 6 17 1,483
A complementary test for ADF test with an application to the exchange rates returns 0 0 1 226 3 6 15 1,251
An Empirical Investigation of Purchasing Power Parity for a Transition Economy - Cambodia 1 1 1 32 3 3 7 102
An overview on various ways of bootstrap methods 0 1 1 1 1 3 7 7
Are Asian Real Exchange Rates Stationary? 0 0 0 408 2 2 7 1,012
Are Non-Linear Dynamics a Universal Occurrence? Further Evidence From Asian Stock Markets 0 0 1 192 0 1 4 578
CAUSAL RELATIONSHIPS BETWEEN EXCHANGE RATES AND STOCK PRICES IN MALAYSIA AND THAILAND DURING THE 1997 CURRENCY CRISIS TURMOIL 2 2 6 903 6 6 33 2,538
Calendar anomalies in the Malaysian stock market 1 1 7 347 1 2 24 1,066
Day-of-the-week effects in selected East Asian stock markets 0 0 4 188 3 5 14 548
Does Fisher hypothesis hold for the East Asian Economies? an application of panel unit root tests 0 0 2 58 0 0 14 162
Does Hysteresis in Unemployment Occur in OECD Countries? Evidence from Parametric and Non-Parametric Panel Unit Roots Tests 2 2 8 95 4 6 27 298
Early warning indicator of economic vulnerability 0 3 18 119 0 5 34 195
Effects of ARCH Errors on Autoregressive Lag Length Selection Criteria 0 0 0 0 1 2 9 333
Effects of STAR and TAR types nonlinearities on order selection criteria 0 0 0 209 0 2 7 727
Exchange Rate and Trade Balance Relationship: The Experience of ASEAN Countries 8 14 43 2,231 20 33 112 7,452
Exchange Rate – Relative Price Relationship: Nonlinear Evidence from Malaysia 0 2 4 280 4 7 13 1,211
Exchange Rate – Relative Price Relationship: Nonlinear Evidence from Malaysia 0 1 2 305 1 4 8 1,606
Exchange Rates Forecasting Model: An Alternative Estimation Procedure 0 2 6 1,663 0 2 14 4,359
Export-led Growth Hypothesis in Malaysia: An Application of Two- Stage Least Square Technique 0 1 11 1,204 2 8 41 3,276
Financial Development and Economic Growth in Malaysia: The Stock Market Perspective 3 12 45 3,032 17 45 143 10,811
Fisher hypothesis: East Asian evidence from panel unit root tests 0 0 3 99 0 3 14 222
Forecasting Performance of Logistic STAR Exchange Rate Model: The Original and Reparameterised Versions 0 0 1 420 1 3 9 1,347
Forecasting malaysian business cycle movement: empirical evidence from composite leading indicator 2 5 41 214 8 18 245 1,041
Forecasting performance of Logistic STAR exchange rate model: The original and reparameterised versions 0 0 1 97 4 5 19 546
GARCH Diagnosis with Portmanteau Bicorrelation Test: An Application on the Malaysia's Stock Market 0 0 1 476 0 2 17 1,501
How Well the Ringgit-Yen Rate Fits the Non-linear Smooth Transition Autoregressive and Linear Autoregressive Models 0 0 0 184 1 3 4 894
Income convergence: fresh evidence from the Nordic countries 0 0 0 47 0 1 8 147
Income convergence? Evidence of non-linearity in the East Asian Economies: A comment 0 1 2 91 1 4 11 269
International Diversification Benefits in ASEAN Stock Markets: a Revisit 0 0 1 574 1 2 4 2,155
Is Money Neutral In Stock Market? The Case of Malaysia 2 3 13 77 2 5 26 206
Linear and nonlinear monetary approaches to the exchange rate of the Philippines peso-Japanese yen 0 0 3 77 3 4 13 213
Linearity and stationarity of G7 government bond returns 0 0 0 15 0 3 7 85
Linearity and stationarity of South Asian real exchange rates 0 0 2 98 2 3 13 271
Long-run validity of purchasing power parity and rank tests for cointegration for Central Asian Countries 1 1 8 85 2 5 18 235
Macroeconomic Determinants of Direct Investment Abroad of Singapore 0 1 14 36 4 10 77 199
Monetary Model of Exchange Rate for Thailand: Long-run Relationship and Monetary Restrictions 2 3 19 206 3 10 44 532
Monetary exchange rate model: supportive evidence from nonlinear testing procedures 0 0 5 127 1 3 14 316
Nonlinear Mean Reversion in Real Exchange Rates: Evidence from the ASEAN-5 0 0 1 203 2 3 9 499
ON THE FORECASTABILITY OF ASEAN-5 STOCK MARKETS RETURNS USING TIME SERIES MODELS 0 0 3 484 1 3 13 1,096
On Autoregressive Order Selection Criteria 1 1 2 599 1 6 11 1,661
On Singaporean Dollar and Purchasing Power Parity 0 0 1 238 2 4 10 1,548
On Singaporean Dollar and Purchasing Power Parity 0 0 0 95 0 1 3 545
On Singaporean Dollar-U.S. Dollar and Purchasing Power Parity 0 0 4 168 3 8 43 1,681
On Singaporean Dollar-U.S. Dollar and Purchasing Power Parity 0 0 1 270 1 1 10 1,864
Purchasing Power Parity (PPP) in a Transition Economy - Cambodia: Empirical Evidence from Bilateral Exchange Rates 0 0 4 57 1 4 11 198
Purchasing power parity in Asian economies: further evidence from rank tests for cointegration 0 0 2 12 2 2 9 56
Real interest rate parity: evidence from East Asian economies relative to China 0 0 5 184 2 7 18 597
Real interest rates equalization: The case of Malaysia and Singapore 0 1 1 206 0 2 16 1,027
Revisiting the Performance of MACD and RSI Oscillators 2 3 13 33 3 8 32 88
Selected Macroeconomic Determinants of Foreign Direct Investment Outflow of Singapore 4 5 16 117 11 16 59 423
Selected Macroeconomic Determinants of Foreign Direct Investment Outflow of Singapore 1 5 21 111 3 10 45 334
Testing for Non-Linearity in ASEAN Financial Markets 0 0 0 275 0 1 7 713
Testing nonlinear convergence in Malaysia,1965-2003 0 2 2 64 0 2 8 167
The Performance of AICC as an Order Selection Criterion in ARMA Time Series Models 0 0 5 406 1 3 18 1,432
The Predictability of ASEAN-5 Exchange Rates 0 0 0 362 1 3 9 1,034
The Validity of PPP Revisited: An Application of Non-linear Unit Root Test 0 0 2 299 1 1 3 776
The real interest rate differential: international evidence based on nonlinear unit root tests 0 0 0 169 0 2 8 691
Time series modelling and forecasting of Sarawak black pepper price 1 1 7 165 3 6 39 830
Value Creation and Long Term Performance of Hong Kong Spinoffs 0 0 0 0 0 0 6 229
Weak-form Efficient Market Hypothesis, Behavioural Finance and Episodic Transient Dependencies: The Case of the Kuala Lumpur Stock Exchange 1 3 10 1,598 5 16 61 7,515
Total Working Papers 34 78 379 20,835 146 341 1,541 74,198


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
An empirical investigation of purchasing power parity for a transition economy - Cambodia 0 0 7 73 0 1 17 221
Applied International Business Conference 2008 0 0 0 0 0 0 3 15
Are Asian real exchange rates stationary? 0 0 2 128 1 1 10 411
Are Sectoral Outputs in Pakistan Led by Energy Consumption? 0 3 14 82 1 8 39 205
Assessing the Forecastibility of ESTAR Model: Some Evidence from Ringgit/Yen Rate 0 0 0 0 0 1 5 284
Asymmetry dynamics in real exchange rates: New results on East Asian currencies 0 0 1 29 2 7 13 92
Autoregressive Lag Length Selection Criteria in the Presence of ARCH Errors 0 0 2 24 2 3 19 167
Day-of-the-week effects in Selected East Asian stock markets 0 0 5 19 1 1 16 75
Disaggregated Energy Consumption and Sectoral Outputs in Thailand: ARDL Bound Testing Approach 0 6 12 12 1 10 39 39
Does Electricity Consumption have Significant Impact towards the Sectoral Growth of Cambodia? Evidence from Wald Test Causality Relationship 0 2 4 4 0 6 21 21
Does Fisher Hypothesis Hold for the East Asian Economies? An Application of Panel Unit Root Tests 0 1 2 34 0 2 9 79
Does the US IT stock market dominate other IT stock markets: Evidence from multivariate GARCH model 0 0 0 3 0 1 17 64
Estimation of the Autoregressive Order in the Presence of Measurement Errors 0 0 0 7 0 1 6 33
Exchange Rate – Relative Price Nonlinear Cointegration Relationship in Malaysia 0 0 1 8 2 4 16 64
Forecasting Performance of Exponential Smooth Transition Autoregressive Exchange Rate Models 0 0 0 220 0 1 15 714
Impact of foreign direct investment volatility on economic growth of asean-5 countries 4 10 52 347 7 28 124 845
Income Divergence? Evidence of Non-linearity in the East Asian Economies 0 1 2 8 0 2 7 40
Income convergence: fresh evidence from the Nordic countries 0 0 0 15 0 1 6 71
India-ASEAN-5 Economic Integration: Impact of Liberalization 0 0 0 0 3 6 22 556
International Conference in Economics and Finance 2005 (ICEF 2005) 0 2 2 2 0 3 9 20
Is There Any International Diversification Benefits in ASEAN Stock Markets? 0 0 4 83 1 3 15 304
Is money neutral in stock market? The case of Malaysia 3 4 16 97 5 8 47 300
Is there a nonlinear long-run relation in the U.S. interest rate and inflation? 0 0 4 69 2 3 14 156
Linear and nonlinear monetary approaches to the exchange rate of the Philippines peso-Japanese yen 0 1 2 41 0 4 11 159
Linearity and Stationarity of South Asian Real Exchange Rates 0 0 0 0 0 1 5 111
Linearity and stationarity of G7 government bond returns 0 1 2 42 0 1 7 136
Long-run validity of purchasing power parity and rank tests for cointegration for Central Asian countries 0 0 1 24 0 0 3 93
MONEY DEMAND IN MALAYSIA: FURTHER EMPIRICAL EVIDENCE 0 0 0 7 2 5 26 675
Monetary Model of Exchange Rate for Thailand: Long-run Relationship and Monetary Restrictions 2 2 7 64 3 4 15 150
NEW EVIDENCE ON THE OUTPUT-INFLATION TRADE-OFF FROM ASEAN-5 ECONOMIES 0 0 0 0 0 7 16 254
Non-linearities in Real Interest Rate Parity: Evidence from OECD and Asian Developing Economies 0 1 1 21 1 3 10 90
Nonlinear Adjustment of ASEAN-5 Real Exchange Rates: Symmetrical or Asymmetrical? 0 0 1 8 0 0 5 45
Nonlinear Adjustment towards Purchasing Power Parity in ASEAN Exchange Rates 0 0 0 0 1 4 18 341
Nonlinear mean reversion in stock prices: evidence from Asian markets 0 0 0 86 0 1 11 308
On the application of the rank tests for nonlinear cointegration to PPP: The case of Papua New Guinea 0 0 5 44 0 0 15 124
Purchasing power parity in Asian economies: further evidence from rank tests for cointegration 0 0 1 31 0 0 5 148
Real Interest Rates Equalization: The Case of Malaysia and Singapore 0 0 0 4 0 2 9 331
Real interest rate parity in the ASEAN-5 countries: a nonlinear perspective 0 0 1 33 0 1 6 118
Revisiting Purchasing Power Parity for Central Asian Countries Using Threshold Cointegration Tests 0 0 5 108 1 1 15 275
Revisiting the Performance of MACD and RSI Oscillators 1 2 9 58 7 10 42 193
Statistical Inadequacy of GARCH Models for Asian Stock Markets 0 0 0 1 1 1 6 13
THE REAL INTEREST RATE DIFFERENTIAL: INTERNATIONAL EVIDENCE BASED ON NON-LINEAR UNIT ROOT TESTS 0 0 0 51 1 1 3 208
Testing rational expectations hypothesis in the manufacturing sector in Malaysia 0 1 10 22 1 6 27 66
The inadequacy of linear autoregressive model for real exchange rates: empirical evidence from Asian economies 0 0 2 135 0 1 10 601
Time series test of nonlinear convergence and transitional dynamics 0 0 0 57 1 2 13 176
Which Lag Length Selection Criteria Should We Employ? 16 47 249 580 67 206 971 2,498
Total Journal Articles 26 84 426 2,681 114 362 1,738 11,889


Statistics updated 2016-12-03